| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-09-12 | 0.00 | 0.00 | 158.98 | 100.00 | 258.98 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S12S5 | Valor Tecnico | 111.17 | Semana TIR | 3.78% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -28.55% |
| Tipo | Soberano | Paridad | 111.54% | Semestre TIR | S/D |
| País | Argentina | TIR | 35.99% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.81 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.59 | Semana Precio | -0.20% |
| Fecha/Hora | 2024-11-20 17:00:16 | Effective Dur. | 0.21 | Mes Precio | 12.22% |
| Volumen | 0 | Convexidad | 0.79 | Semestre Precio | S/D |
| Precio | 124.00 | Int. Corrido | 11.17 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 158.98 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 136.40 | 10.00% | 20.86 | -42.03% |
| 135.16 | 9.00% | 22.24 | -38.22% |
| 133.92 | 8.00% | 23.64 | -34.32% |
| 132.68 | 7.00% | 25.07 | -30.34% |
| 131.44 | 6.00% | 26.53 | -26.29% |
| 130.20 | 5.00% | 28.02 | -22.14% |
| 128.96 | 4.00% | 29.55 | -17.90% |
| 127.72 | 3.00% | 31.11 | -13.57% |
| 126.48 | 2.00% | 32.70 | -9.15% |
| 125.24 | 1.00% | 34.32 | -4.63% |
| 124.00 | 0.00% | 35.99 | 0.00% |
| 122.76 | -1.00% | 37.69 | 4.72% |
| 121.52 | -2.00% | 39.43 | 9.56% |
| 120.28 | -3.00% | 41.21 | 14.50% |
| 119.04 | -4.00% | 43.03 | 19.57% |
| 117.80 | -5.00% | 44.90 | 24.75% |
| 116.56 | -6.00% | 46.81 | 30.05% |
| 115.32 | -7.00% | 48.76 | 35.49% |
| 114.08 | -8.00% | 50.76 | 41.05% |
| 112.84 | -9.00% | 52.82 | 46.75% |
| 111.60 | -10.00% | 54.92 | 52.60% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 39.23 | 9.00% | 121.66 | -1.89% |
| 38.87 | 8.00% | 121.92 | -1.68% |
| 38.51 | 7.00% | 122.17 | -1.47% |
| 38.15 | 6.00% | 122.43 | -1.27% |
| 37.79 | 5.00% | 122.69 | -1.06% |
| 37.43 | 4.00% | 122.95 | -0.85% |
| 37.07 | 3.00% | 123.21 | -0.64% |
| 36.71 | 2.00% | 123.47 | -0.43% |
| 36.35 | 1.00% | 123.73 | -0.21% |
| 35.99 | 0.00% | 124.00 | 0.00% |
| 35.63 | -1.00% | 124.26 | 0.21% |
| 35.27 | -2.00% | 124.53 | 0.43% |
| 34.91 | -3.00% | 124.80 | 0.64% |
| 34.55 | -4.00% | 125.07 | 0.86% |
| 34.19 | -5.00% | 125.34 | 1.08% |
| 33.83 | -6.00% | 125.61 | 1.30% |
| 33.47 | -7.00% | 125.89 | 1.52% |
| 33.11 | -8.00% | 126.16 | 1.74% |
| 32.75 | -9.00% | 126.44 | 1.97% |
| Desarrollo TIR 35.99% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-09-12 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0395/100)^((359/360) x 12) - 1) x 100.00]/[(1+35.99)^(291/360)] | 46.00 | i |
| 2025-09-12 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+35.99)^(291/360)] | 78.00 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | Valor Nominal x [(1+TEM/100)^((Dias entre Cupones/Año) x 12) - 1] x (Dias Corridos / Dias entre Cupones) | 100.00 x [(1+0.0395/100)^((359/360) x 12)-1] x (68/359) | 11.17 |
| Desarrollo Duracion Macaulay | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Fecha | Per. Ponderados Formula | Per. Pond. Operacion | Periodos Ponderados | Factor Formula | Factor Operacion | Factor | Factor/Precio | Factor/Precio x Num. Periodos | Cap. o Int. | |
| 2025-09-12 | (Dias para cupon / Dias Año) | (291 / 360) | 0.81 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+35.99)^(291/360)]+[((1+0.0395/100)^((359/360) x 12) - 1) x 100.00]/[(1+35.99)^(291/360)] | 124.00 | 1.00 | 0.81 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.81 | 0.81 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.81)/(1 + 35.99/100) | 0.59 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (123.74 - 124.27 )/( 2 x 124 x 0.01) | 0.21 |
| Desarrollo Convexidad Suma Factores | ||||||||
|---|---|---|---|---|---|---|---|---|
| Fecha | Formula n2+n | Operacion n2+n | Factor n2+n | Formula VAN | Operacion VAN | Factor VAN | Formula n2+n X Factor VAN | Cap. o Int. |
| 2025-09-12 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (291 / 360) ^ 2 + (291 / 360) | 1.46 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+35.99)^(291/360)]+[((1+0.0395/100)^((359/360) x 12) - 1) x 100.00]/[(1+35.99)^(291/360)] | 124.00 | 181.25 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [124 x ((1 + 35.9876875) ^ 2)]] x 181.25] | 0.79 |
| F. de Emision | 2024-09-13 | ||
| F. de Vencimiento | 2025-09-12 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento. | ||
| Interes | TEM: 3.95% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, la que será determinada en la licitación | ||
| ISIN | AR0574478217 |